| Trading Metrics calculated at close of trading on 08-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2022 |
08-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
20,390.46 |
21,618.75 |
1,228.29 |
6.0% |
19,765.36 |
| High |
21,831.42 |
22,356.29 |
524.87 |
2.4% |
22,356.29 |
| Low |
20,276.75 |
21,203.01 |
926.26 |
4.6% |
19,314.55 |
| Close |
21,618.75 |
21,840.50 |
221.75 |
1.0% |
21,840.50 |
| Range |
1,554.67 |
1,153.28 |
-401.39 |
-25.8% |
3,041.74 |
| ATR |
1,654.51 |
1,618.71 |
-35.80 |
-2.2% |
0.00 |
| Volume |
59,003 |
72,129 |
13,126 |
22.2% |
244,505 |
|
| Daily Pivots for day following 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,259.77 |
24,703.42 |
22,474.80 |
|
| R3 |
24,106.49 |
23,550.14 |
22,157.65 |
|
| R2 |
22,953.21 |
22,953.21 |
22,051.93 |
|
| R1 |
22,396.86 |
22,396.86 |
21,946.22 |
22,675.04 |
| PP |
21,799.93 |
21,799.93 |
21,799.93 |
21,939.02 |
| S1 |
21,243.58 |
21,243.58 |
21,734.78 |
21,521.76 |
| S2 |
20,646.65 |
20,646.65 |
21,629.07 |
|
| S3 |
19,493.37 |
20,090.30 |
21,523.35 |
|
| S4 |
18,340.09 |
18,937.02 |
21,206.20 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,295.67 |
29,109.82 |
23,513.46 |
|
| R3 |
27,253.93 |
26,068.08 |
22,676.98 |
|
| R2 |
24,212.19 |
24,212.19 |
22,398.15 |
|
| R1 |
23,026.34 |
23,026.34 |
22,119.33 |
23,619.27 |
| PP |
21,170.45 |
21,170.45 |
21,170.45 |
21,466.91 |
| S1 |
19,984.60 |
19,984.60 |
21,561.67 |
20,577.53 |
| S2 |
18,128.71 |
18,128.71 |
21,282.85 |
|
| S3 |
15,086.97 |
16,942.86 |
21,004.02 |
|
| S4 |
12,045.23 |
13,901.12 |
20,167.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,356.29 |
18,718.86 |
3,637.43 |
16.7% |
1,346.81 |
6.2% |
86% |
True |
False |
67,094 |
| 10 |
22,356.29 |
18,680.15 |
3,676.14 |
16.8% |
1,183.19 |
5.4% |
86% |
True |
False |
56,717 |
| 20 |
30,323.87 |
17,614.34 |
12,709.53 |
58.2% |
1,762.79 |
8.1% |
33% |
False |
False |
64,247 |
| 40 |
32,329.54 |
17,614.34 |
14,715.20 |
67.4% |
1,787.82 |
8.2% |
29% |
False |
False |
46,926 |
| 60 |
42,946.95 |
17,614.34 |
25,332.61 |
116.0% |
1,942.77 |
8.9% |
17% |
False |
False |
40,446 |
| 80 |
48,187.21 |
17,614.34 |
30,572.87 |
140.0% |
1,940.26 |
8.9% |
14% |
False |
False |
35,354 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
140.0% |
2,068.70 |
9.5% |
14% |
False |
False |
36,763 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
140.0% |
2,110.34 |
9.7% |
14% |
False |
False |
37,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,257.73 |
|
2.618 |
25,375.58 |
|
1.618 |
24,222.30 |
|
1.000 |
23,509.57 |
|
0.618 |
23,069.02 |
|
HIGH |
22,356.29 |
|
0.618 |
21,915.74 |
|
0.500 |
21,779.65 |
|
0.382 |
21,643.56 |
|
LOW |
21,203.01 |
|
0.618 |
20,490.28 |
|
1.000 |
20,049.73 |
|
1.618 |
19,337.00 |
|
2.618 |
18,183.72 |
|
4.250 |
16,301.57 |
|
|
| Fisher Pivots for day following 08-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
21,820.22 |
21,582.11 |
| PP |
21,799.93 |
21,323.72 |
| S1 |
21,779.65 |
21,065.34 |
|